+39.3%
FFIV vs FIVE
+14.2%
+25.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -8.1% | -0.3% | -7.9% | -8.1% |
| 30D | -33.4% | +17.7% | -51.0% | -35.6% |
| 3M | -24.7% | +4.0% | -28.7% | -25.8% |
| 6M | -8.8% | +2.6% | -11.5% | -10.4% |
| YTD | +21.8% | +27.6% | -5.8% | +13.6% |
| 1Y | +25.3% | +59.9% | -34.7% | +11.1% |
| 3Y | +101.2% | +35.8% | +65.4% | +77.1% |
| All | +39.3% | +14.2% | +25.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling